Introduction: This part shows:
(1) Main metrics of the six portfolios
(2) The bubble chart of the six portfolios
The metrics calcalated based on the window from 15-Oct-2021 to 12-Nov-2021
Tips:
return: The holding contineous return during the period.
deviation: The deviation of the daily contineous return of the portfolio
net_amount: Net Amonut of the portfolio.
Tips: Y-axis: return; X-axis: deviation; Size: net amount
According to the bubble plot and the table, we can find that DGR1983 has the biggest deviation. So we we investigate it further
we will use:
(1) the line chart to inspect its trendcy of the net amount
(2) the pie plot to observe its allocation among GICSSecror
According to the line chart, we can see significant volatility in the net ammount
The pie chart shows that Information Technology dominates the proportion of the portfolio
We analysis the most important contributor to the performance & risk by ploting bar_return & bar_deviation